1.
Quantile hedging on equity-linked life insurance contracts with transaction costs / Alexander Melnikov, Shuo Tong
Autor:
MELNIKOV, Alexander
Data Publicação:
2014
2.
On the interface between optimal periodic and continious dividend strategies in the presence of transaction costs / Benjamin Avanzi, Vicent Tu, Bernard Wong
Autor:
AVANZI, Benjamin
Data Publicação:
2016
